+81.2%
SAP vs CTVA
+210.9%
-129.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -5.1% | -4.7% | -0.4% | -3.9% |
| 30D | -1.8% | +11.1% | -12.9% | -4.7% |
| 3M | +20.9% | +13.7% | +7.2% | +16.0% |
| 6M | +7.0% | +11.2% | -4.2% | +2.8% |
| YTD | -13.7% | +26.9% | -40.6% | -20.6% |
| 1Y | -19.6% | +18.8% | -38.4% | -24.7% |
| 3Y | +52.4% | +75.9% | -23.5% | +24.2% |
| 5Y | +54.4% | +105.2% | -50.8% | +16.9% |
| All | +81.2% | +210.9% | -129.7% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CTVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling